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Content
2011
2010
- SFB649DP2010-065 Neural Processing of Risk
by Peter N. C. Mohr & Guido Biele & Hauke R. Heekeren
- SFB649DP2010-064 Variability in brain activity as an individual difference measure in neuroscience?
by Mohr, P.N.C & Heekeren HR & Li SC
- SFB649DP2010-063 How the brain integrates costs and benefits during decision making
by Basten U & Biele G. P. & Heekeren H. R. & Fiebach
- SFB649DP2010-062 The Norges Bank’s key rate projections and the news element of monetary policy: a wavelet based jump detection approach
by Lars Winkelmann
- SFB649DP2010-061 Every Symmetric 3 x 3 Global Game of Strategic Complementarities Is Noise Independent
by Christian Basteck & Tijmen R. Daniëls
- SFB649DP2010-060 Communal Responsibility and the Coexistence of Money and Credit Under Anonymous Matching
by Lars Boerner & Albrecht Ritschl
- SFB649DP2010-059 Nonparametric Regression with Nonparametrically Generated Covariates
by Enno Mammen & Christoph Rothe & Melanie Schienle
- SFB649DP2010-058 Inflation, Price Dispersion and Market Integration through the Lens of a Monetary Search Model
by Sascha S. Becker & Dieter Nautz
- SFB649DP2010-057 Consumption Growth and Volatility with Consumption Externalities
by Runli Xie
- SFB649DP2010-056 Context Effects as Customer Reaction on Delisting of Brands
by Nicole Wiebach & Lutz Hildebrandt
- SFB649DP2010-055 Capturing the Zero: A New Class of Zero-Augmented Distributions and Multiplicative Error Processes
by Nikolaus Hautsch & Peter Malec & Melanie Schienle
- SFB649DP2010-054 Spatial Dependencies in German Matching Functions
by Franziska Schulze
- SFB649DP2010-053 Systemic Weather Risk and Crop Insurance: The Case of China
by Wei Xu & Ostap Okhrin & Martin Odening & Ji Cao
- SFB649DP2010-052 Central limit theorems for law-invariant coherent risk measures
by Denis Belomestny & Volker Krätschmer
- SFB649DP2010-051 Executive Compensation Regulation and the Dynamics of the Pay-Performance Sensitivity
by Ralf Sabiwalsky
- SFB649DP2010-050 Estimation of the signal subspace without estimation of the inverse covariance matrix
by Vladimir Panov
- SFB649DP2010-049 Models for Heavy-tailed Asset Returns
by Szymon Borak & Adam Misiorek & Rafał Weron
- SFB649DP2010-048 Building Loss Models
by Krzysztof Burnecki & Joanna Janczura & Rafał Weron
- SFB649DP2010-047 FX Smile in the Heston Model
by Agnieszka Janek & Tino Kluge & Rafał Weron & Uwe Wystup
- SFB649DP2010-046 Mandatory IFRS adoption and accounting comparability
by Stefano Cascino & Joachim Gassen
- SFB649DP2010-045 Parametric estimation of risk neutral density functions
by Maria Grith & Volker Krätschmer
- SFB649DP2010-044 The High Sensitivity of Employment to Agency Costs: The Relevance of Wage Rigidity
by Atanas Hristov
- SFB649DP2010-043 Meteorological forecasts and the pricing of weather derivatives
by Matthias Ritter & Oliver Mußhoff & Martin Odening
- SFB649DP2010-042 Payroll Taxes, Social Insurance and Business Cycles
by Michael C. Burda & Mark Weder
- SFB649DP2010-041 Prognose mit nichtparametrischen Verfahren
by Wolfgang Karl Härdle & Rainer Schulz & Weining Wang
- SFB649DP2010-040 Stochastic Mortality, Subjective Survival Expectations, and Individual Saving Behavior
by Thomas Post & Katja Hanewald
- SFB649DP2010-039 High Dimensional Nonstationary Time Series Modelling with Generalized Dynamic Semiparametric Factor Model
by Song Song & Wolfgang K. Härdle & Ya'acov Ritov
- SFB649DP2010-038 Pre-Averaging Based Estimation of Quadratic Variation in the Presence of Noise and Jumps: Theory, Implementation, and Empirical Evidence
by Nikolaus Hautsch & Mark Podolskij
- SFB649DP2010-037 Dynamical systems forced by shot noise as a new paradigm in the interest rate modeling
by Alexander L. Baranovski
- SFB649DP2010-036 Why Do Financial Market Experts Misperceive Future Monetary Policy Decisions?
by Sandra Schmidt & Dieter Nautz
- SFB649DP2010-035 Efficiency and Equilibria in Games of Optimal Derivative Design
by Ulrich Horst & Santiago Moreno-Bromberg
- SFB649DP2010-034 Sociodemographic, Economic, and Psychological Drivers of the Demand for Life Insurance: Evidence from the German Retirement Income Act
by Carolin Hecht & Katja Hanewald
- SFB649DP2010-033 Sensitivity of risk measures with respect to the normal approximation of total claim distributions
by Volker Krätschmer & Henryk Zähle
- SFB649DP2010-032 Learning Machines Supporting Bankruptcy Prediction
by Wolfgang Karl Härdle & Rouslan Moro & Linda Hoffmann
- SFB649DP2010-031 Modeling Asset Prices
by James E. Gentle & Wolfgang Karl Härdle
- SFB649DP2010-030 Can the New Keynesian Phillips Curve Explain Inflation Gap Persistence?
by Fang Yao
- SFB649DP2010-029 Adaptive Interest Rate Modelling
by Mengmeng Guo & Wolfgang Karl Härdle
- SFB649DP2010-028 Social Relationships and Trust
by Christine Binzel & Dietmar Fehr
- SFB649DP2010-027 Liquidity and Capital Requirements and the Probability of Bank Failure
by Philipp Johann König
- SFB649DP2010-026 Non-Gaussian Component Analysis: New Ideas, New Proofs, New Applications
by Vladimir Panov
- SFB649DP2010-025 Herding of Institutional Traders
by Stephanie Kremer
- SFB649DP2010-024 The optimal industry structure in a vertically related market
by Raffaele Fiocco
- SFB649DP2010-023 The (In)stability of Money Demand in the Euro Area: Lessons from a Cross-Country Analysis
by Dieter Nautz & Ulrike Rondorf
- SFB649DP2010-022 Fitting high-dimensional Copulae to Data
by Ostap Okhrin
- SFB649DP2010-021 Nonparametric Estimation of Risk-Neutral Densities
by Maria Grith & Wolfgang Karl Härdle & Melanie Schienle
- SFB649DP2010-020 Aggregate Hazard Function in Price-Setting: A Bayesian Analysis Using Macro Data
by Fang Yao
- SFB649DP2010-019 Monetary Transmission Right from the Start: The (Dis)Connection Between the Money Market and the ECB’s Main Refinancing Rates
by Puriya Abbassi & Dieter Nautz
- SFB649DP2010-018 Time varying Hierarchical Archimedean Copulae
by Wolfgang Karl Härdle & Ostap Okhrin & Yarema Okhrin
- SFB649DP2010-017 The Impact of ICT Investments on the Relative Demand for High-, Medium-, and Low-Skilled Workers: Industry versus Country Analysis
by Dorothee Schneider
- SFB649DP2010-016 Honey, I’ll Be Working Late Tonight. The Effect of Individual Work Routines on Leisure Time Synchronization of Couples
by Juliane Scheffel
- SFB649DP2010-015 Estimation of the characteristics of a Lévy process observed at arbitrary frequency
by Johanna Kappus & Markus Reiß
- SFB649DP2010-014 Crisis? What Crisis? Currency vs. Banking in the Financial Crisis of 1931
by Albrecht Ritschl & Samad Sarferaz
- SFB649DP2010-013 The dynamics of hourly electricity prices
by Wolfgang Karl Härdle & Stefan Trück
- SFB649DP2010-012 Dynamic Systems of Social Interactions
by Ulrich Horst
- SFB649DP2010-011 Illiquidity and Derivative Valuation
by Ulrich Horst & Felix Naujokat
- SFB649DP2010-010 On Securitization, Market Completion and Equilibrium Risk Transfer
by Ulrich Horst & Traian A. Pirvu & Gonçalo Dos Reis
- SFB649DP2010-009 Predicting extreme VaR: Nonparametric quantile regression with refinements from extreme value theory
by Julia Schaumburg
- SFB649DP2010-008 Characterising Equilibrium Selection in Global Games with Strategic Complementarities
by Christian Basteck & Tijmen R. Daniëls & Frank Heinemann
- SFB649DP2010-007 Two-sided Certification: The market for Rating Agencies
by Erik R. Fasten & Dirk Hofmann
- SFB649DP2010-006 Bayesian Estimation and Model Selection in the Generalised Stochastic Unit Root Model
by Roberto Leon-Gonzalez & Fuyu Yang
- SFB649DP2010-005 The Impact of Macroeconomic News on Quote Adjustments, Noise, and Informational Volatility
by Nikolaus Hautsch & Dieter Hess & David Veredas
- SFB649DP2010-004 Bayesian Inference in a Stochastic Volatility Nelson-Siegel Model
by Nikolaus Hautsch & Fuyu Yang
- SFB649DP2010-003 Uniform confidence bands for pricing kernels
by Wolfgang Karl Härdle & Yarema Okhrin & Weining Wang
- SFB649DP2010-002 Partial Linear Quantile Regression and Bootstrap Confidence Bands
by Wolfgang Karl Härdle & Ya’acov Ritov & Song Song
- SFB649DP2010-001 Volatility Investing with Variance Swaps
by Wolfgang Karl Härdle & Elena Silyakova
2009
2008
- SFB649DP2008-074 A model of reciprocity: Explaining cooperation in groups
by Rieskamp, Jörg & Czienskowski, Uwe & Biele, Guido
- SFB649DP2008-073 Testing directional forecast value in the presence of serial correlation
by Oliver Blaskowitz & Helmut Herwartz
- SFB649DP2008-072 Common Influences, Spillover and Integration in Chinese Stock Markets
by Enzo Weber & Yanqun Zhang
- SFB649DP2008-071 Winners and Losers of Early Elections: On the Welfare Implications of Political Blockades and Early Elections
by Felix Bierbrauer & Lydia Mechtenberg
- SFB649DP2008-070 A Brand Specific Investigation of International Cost Shock Threats on Price and Margin with a Manufacturer-Wholesaler-Retailer Model
by Till Dannewald & Lutz Hildebrandt
- SFB649DP2008-069 Structural Dynamic Conditional Correlation
by Enzo Weber
- SFB649DP2008-068 Understanding West German Economic Growth in the 1950s
by Barry Eichengreen & Albrecht Ritschl
- SFB649DP2008-067 Testing Multiplicative Error Models Using Conditional Moment Tests
by Nikolaus Hautsch
- SFB649DP2008-066 The U.S. Business Cycle, 1867-1995: Dynamic Factor Analysis vs. Reconstructed National Accounts
by Albrecht Ritschl & Samad Sarferaz & Martin Uebele
- SFB649DP2008-065 When, How Fast and by How Much do Trade Costs change in the Euro Area?
by Helmut Herwartz & Henning Weber
- SFB649DP2008-064 A note on the model selection risk for ANOVA based adaptive forecasting of the EURIBOR swap term structure
by Oliver Blaskowitz & Helmut Herwartz
- SFB649DP2008-063 Discrete-Time Stochastic Volatility Models and MCMC-Based Statistical Inference
by Nikolaus Hautsch & Yangguoyi Ou
- SFB649DP2008-062 Nonlinear Modeling of Target Leverage with Latent Determinant Variables – New Evidence on the Trade-off Theory
by Ralf Sabiwalsky
- SFB649DP2008-061 Eine Analyse der Dimensionen des Fortune-Reputationsindex
by Lutz Hildebrandt & Henning Kreis & Joachim schwalbach
- SFB649DP2008-060 Matching Theory and Data: Bayesian Vector Autoregression and Dynamic Stochastic General Equilibrium Models
by Alexander Kriwoluzky
- SFB649DP2008-059 The Influence of the Business Cycle on Mortality
by Wolfgang H. Reichmuth & Samad Sarferaz
- SFB649DP2008-058 Statistics E-learning Platforms Evaluation: Case Study
by Taleb Ahmad & Wolfgang Härdle
- SFB649DP2008-057 Measuring changes in preferences and perception due to the entry of a new brand with choice data
by Lutz Hildebrandt & Lea Kalweit
- SFB649DP2008-056 Lumpy Labor Adjustment as a Propagation Mechanism of Business Cycles
by Fang Yao
- SFB649DP2008-055 Technology sourcing by large incumbents through acquisition of small firms
by Marcus Wagner
- SFB649DP2008-054 The Natural Rate Hypothesis and Real Determinacy
by Alexander Meyer-Gohde
- SFB649DP2008-053 Yield Curve Factors, Term Structure Volatility, and Bond Risk Premia
by Nikolaus Hautsch & Yangguoyi Ou
- SFB649DP2008-052 Bayesian Demographic Modeling and Forecasting: An Application to U.S. Mortality
by Wolfgang Reichmuth & Samad Sarferaz
- SFB649DP2008-052a Modeling and Forecasting Age-Specific Mortality: A Bayesian Approach
by Wolfgang Reichmuth & Samad Sarferaz
- SFB649DP2008-051 Recurrent Support Vector Regression for a Nonlinear ARMA Model with Applications to Forecasting Financial Returns
by Shiyi Chen & Kiho Jeong & Wolfgang K. Härdle
- SFB649DP2008-050 A semiparametric factor model for electricity forward curve dynamics
by Szymon Borak & Rafał Weron
- SFB649DP2008-049 Simultaneous Stochastic Volatility Transmission Across American Equity Markets
by Enzo Weber
- SFB649DP2008-048 Macro Wine in Financial Skins: The Oil-FX Interdependence
by Enzo Weber
- SFB649DP2008-047 Modelling High-Frequency Volatility and Liquidity Using Multiplicative Error Models
by Nikolaus Hautsch & Vahidin Jeleskovic
- SFB649DP2008-046 Links between sustainability-related innovation and sustainability management
by Marcus Wagner
- SFB649DP2008-045 Measuring and Modeling Risk Using High-Frequency Data
by Wolfgang Härdle & Nikolaus Hautsch & Uta Pigorsch
- SFB649DP2008-044 Numerics of Implied Binomial Trees
by Wolfgang Härdle & Alena Mysickova
- SFB649DP2008-043 Modeling Dependencies in Finance using Copulae
by Wolfgang Härdle & Ostap Okhrin & Yarema Okhrin
- SFB649DP2008-042 Gruppenvergleiche bei hypothetischen Konstrukten – Die Prüfung der Übereinstimmung von Messmodellen mit der Strukturgleichungsmethodik
by Dirk Temme & Lutz Hildebrandt
- SFB649DP2008-041 Unionization, Stochastic Dominance, and Compression of the Wage Distribution: Evidence from Germany
by Michael C. Burda & Bernd Fitzenberger & Alexander Lembcke & Thorsten Vogel
- SFB649DP2008-040 Solow Residuals without Capital Stocks
by Michael C. Burda & Battista Severgnini
- SFB649DP2008-039 Can Education Save Europe From High Unemployment?
by Nicole Walter & Runli Xie
- SFB649DP2008-038 Dynamic Semiparametric Factor Models in Risk Neutral Density Estimation
by Enzo Giacomini & Wolfgang Härdle & Volker Krätschmer
- SFB649DP2008-037 The Impact of Individual Investment Behavior for Retirement Welfare: Evidence from the United States and Germany
by Thomas Post & Helmut Gründl & Joan Schmit & Anja Zimmer
- SFB649DP2008-036 Expected Inflation, Expected Stock Returns, and Money Illusion: What can we learn from Survey Expectations?
by Maik Schmeling & Andreas Schrimpf
- SFB649DP2008-035 Stock Picking via Nonsymmetrically Pruned Binary Decision Trees
by Anton Andriyashin
- SFB649DP2008-034 JBendge: An Object-Oriented System for Solving, Estimating and Selecting Nonlinear Dynamic Models
by Viktor Winschel & Markus Krätzig
- SFB649DP2008-033 Are CEOs in Family Firms Paid Like Bureaucrats? Evidence from Bayesian and Frequentist Analyses
by Jörn Hendrich Block
- SFB649DP2008-032 Against All Odds? National Sentiment and Wagering on European Football
by Sebastian Braun & Michael Kvasnicka
- SFB649DP2008-031 Beyond the business cycle - factors driving aggregate mortality rates
by Katja Hanewald
- SFB649DP2008-030 Using R, LaTeX and Wiki for an Arabic e-learning platform
by Taleb Ahmad & Wolfgang Härdle & Sigbert Klinke & Shafeeqah Al Awadhi
- SFB649DP2008-029 Genetic Codes of Mergers, Post Merger Technology Evolution and Why Mergers Fail
by Alexander Cuntz
- SFB649DP2008-028 Are stewardship and valuation usefulness compatible or alternative objectives of financial accounting?
by Joachim Gassen
- SFB649DP2008-027 The Stochastic Fluctuation of the Quantile Regression Curve
by Wolfgang Härdle & Song Song
- SFB649DP2008-026 Information and Beliefs in a Repeated Normal-form Game
by Dietmar Fehr & Dorothea Kübler & David Danz
- SFB649DP2008-025 Price Adjustment to News with Uncertain Precision
by Nikolaus Hautsch & Dieter Hess & Christoph Müller
- SFB649DP2008-024 Skill Specific Unemployment with Imperfect Substitution of Skills
by Runli Xie
- SFB649DP2008-023 Family Management, Family Ownership and Downsizing: Evidence from S&P 500 Firms
by Jörn Hendrich Block
- SFB649DP2008-022 Lumpy Labor Adjustment as a Propagation Mechanism of Business Cycles
by Fang Yao
- SFB649DP2008-021 Preferences for Collective versus Individualised Wage Setting
by Tito Boeri & Michael C. Burda
- SFB649DP2008-020 The Impact of International Outsourcing on Labour Market Dynamics in Germany
by Ronald Bachmann & Sebastian Braun
- SFB649DP2008-019 The Accuracy of Long-term Real Estate Valuations
by Rainer Schulz & Markus Staiber & Martin Wersing & Axel Werwatz
- SFB649DP2008-018 Solving, Estimating and Selecting Nonlinear Dynamic Models without the Curse of Dimensionality
by Viktor Winschel & Markus Krätzig
- SFB649DP2008-017 Adaptive Forecasting of the EURIBOR Swap Term Structure
by Oliver Blaskowitz & Helmut Herwatz
- SFB649DP2008-016 Estimating Investment Equations in Imperfect Capital Markets
by Silke Hüttel & Oliver Mußhoff & Martin Odening & Nataliya Zinych
- SFB649DP2008-015 Structural Constant Conditional Correlation
by Enzo Weber
- SFB649DP2008-014 Support Vector Regression Based GARCH Model with Application to Forecasting Volatility of Financial Returns
by Shiyi Chen & Kiho Jeong & Wolfgang Härdle
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